Comparison of gradient estimation techniques for queues with non- identical servers

DOI10.1016/0305-0548(94)00065-GzbMath0830.90055OpenAlexW2019608601MaRDI QIDQ1894743

Michael C. Fu, Rakesh Nagi, Jian-Qiang Hu

Publication date: 24 July 1995

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0305-0548(94)00065-g

zbMATH Keywords

perturbation analysisgradient estimationlikelihood ratio methodnon-identical multiple serverssingle-queue systemstochastic discrete-event simulation

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Queues and service in operations research (90B22)

Related Items (4)

A Modified Quasi‐Newton Method for Optimization in Simulation ⋮ Applications of generalized likelihood ratio method to distribution sensitivities and steady-state simulation ⋮ A stochastic quasi-Newton method for simulation response optimization ⋮ Simulation response optimization via direct conjugate direction method

Cites Work

• Consistency of infinitesimal perturbation analysis for the GI/G/m queue
• Bias properties of infinitesimal perturbation analysis for systems with parallel servers
• Optimization via simulation: A review
• A Unified View of the IPA, SF, and LR Gradient Estimation Techniques
• Smoothed (conditional) perturbation analysis of discrete event dynamical systems
• Perturbation Analysis Gives Strongly Consistent Sensitivity Estimates for the M/G/1 Queue
• Extensions and generalizations of smoothed perturbation analysis in a generalized semi-Markov process framework
• Sensitivity Analysis for Simulations via Likelihood Ratios
• Second Derivative Sample Path Estimators for the GI/G/m Queue
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